Bringing you live news and features since 2013
Bringing you news, views and analysis since 2013

29894

MSCI launches MSCI Multi-Asset Class Factor Model

RELATED TOPICS​

MSCI, a provider of indexes, portfolio analytics and services for global investors, has launched the MSCI Multi-Asset Class Factor Model (MSCI MAC Factor Model), a multi-tiered model that helps investors analyse key portfolio exposures across asset classes through an integrated and consistent framework.

Over the last decade, technology, regulatory changes, and the popularity of passive investments have continued to disrupt the active management landscape. As investors continue to focus on outcomes, their demand for investment solutions aligned with those outcomes continues to increase. MSCI believes that increasingly, the ability to construct and communicate allocation decisions across multiple asset classes will become more valuable.
 
The MSCI MAC Factor Model aims to help investors adapt to the rapidly shifting landscape. It supports a factor-based asset allocation process and provides further insight, control and consistency throughout the investment process.
 
Specifically, the model is designed to help investors achieve the following: transition from traditional asset allocation to factor-based asset allocation; identify and implement systematic strategy factors beyond equities across asset classes; simplify thousands of exposures across asset classes to a set of key risk and return drivers; and make multi-asset class portfolio exposures easier to communicate.
 
“The growth of factor investing has transformed the way investors view their portfolios, underscoring the importance of factor awareness in active portfolio management,” says Peter Zangari, Global Head of Research and Product Development at MSCI. “As leaders in research-driven factor and multi-asset class model innovation, we are committed to helping our clients navigate the complex nature of the global markets and enhance their investment approach.”
 
The MSCI MAC Factor model is an innovation based on decades of experience building factor models and feedback from hundreds of clients representing the industry’s most sophisticated investors. It provides investors with a consistent and holistic framework for implementing and measuring multi-asset class investing strategies based on commonly considered factors that influence performance. The new model allows factor investing to go beyond equities.

Latest News

The trading and investment platform eToro has extended its proxy voting feature to all stocks..
C8 Technologies, the London-based fintech founded by former BlueCrest Capital Management partners Mattias Eriksson and..
DWS has announced the latest development in its strategic growth push in Alternative Credit with..

Related Articles

The trend of private equity firms acquiring businesses in the professional services sector continues with CVC Capital Partners eyeing a possible buyout of EY’s Italian consulting branch...
The trend of private equity firms acquiring businesses in the professional services sector continues with CVC Capital Partners eyeing a..
Pension funds
UK defined benefit (DB) pension plan sponsors could have access to GBP 1.2 trillion in surplus assets over the next decade, industry research reveals...
UK defined benefit (DB) pension plan sponsors could have access to GBP 1.2 trillion in surplus assets over the next..
Tim Crawmer, Payden & Rygel
Tim Crawmer and Frasat Shah of Payden & Rygel write that higher yields are attracting more demand from investors. Also, given that equities had a strong year last year, big funds have taken some chips off the table in equities and put them into fixed income...
Tim Crawmer and Frasat Shah of Payden & Rygel write that higher yields are attracting more demand from investors. Also,..
Lady justice
Top marks for the Pensions Regulator (TPR) whose efforts to improve resilience in the UK pension funds’ liability-driven investment (LDI) strategies received glowing commendations from the Bank of England in its March report...
Top marks for the Pensions Regulator (TPR) whose efforts to improve resilience in the UK pension funds’ liability-driven investment (LDI)..
Subscribe to the Institutional Asset Manager newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by